Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52131.59 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47966.87 Kr¶

PnL: ---------------------------------------> -965.13 Kr¶

DD now: ---------------------------------> -1.861 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 11:02:01.125303'

Anic Portfolio¶

Today¶

Return: -0.258 %¶

This Week¶

Return: -0.353 %¶

Total portfolio value¶

Return including deposits: 70.665 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2343.000000 154.000000 7.040000 2189.000000
Svolder B 35 -1.820000 2264.500000 85.500000 3.920000 2179.000005
BHG Group 49 2.690000 711.970000 72.970000 11.420000 638.999984
Embracer Group B 26 1.990000 731.380000 69.380000 10.480000 661.999988
Vitrolife 3 0.750000 729.600000 52.600000 7.770000 677.000001
Profoto Holding 7 5.240000 618.800000 36.800000 6.320000 581.999999
Biotage 4 1.070000 639.600000 36.600000 6.070000 603.000000
Xvivo Perfusion 3 -0.170000 879.000000 34.000000 4.020000 845.000001
SynAct Pharma 9 2.310000 676.800000 31.800000 4.930000 645.000003
Addnode Group B 6 2.030000 782.400000 30.400000 4.040000 751.999998
Humana 40 0.350000 694.400000 20.400000 3.030000 674.000000
Addtech B 3 -0.680000 704.400000 4.400000 0.630000 699.999999
Eastnine 6 -1.960000 660.000000 3.000000 0.460000 657.000000
Sdiptech B 3 -0.220000 823.200000 1.200000 0.150000 822.000000
Volati 5 -0.170000 571.000000 -3.000000 -0.520000 574.000000
Latour B 2 -0.180000 444.200000 -4.800000 -1.070000 449.000000
Fortnox 10 2.100000 662.400000 -5.600000 -0.840000 668.000000
NCC B 7 0.380000 647.850000 -6.150000 -0.940000 653.999997
Sampo Oyj SDB 1 0.710000 498.000000 -7.000000 -1.390000 505.000000
Investor B 3 0.230000 648.900000 -9.100000 -1.380000 657.999999
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Indutrade 5 0.270000 1302.500000 -17.500000 -1.330000 1320.000000
Nolato B 12 -0.190000 625.800000 -22.200000 -3.430000 648.000000
BONESUPPORT HOLDING 10 -1.150000 1200.000000 -24.000000 -1.960000 1224.000000
Gaming Innovation Group 161 0.190000 4161.850000 -26.150000 -0.620000 4187.999942
SCA A 4 -2.320000 572.800000 -26.200000 -4.370000 599.000000
Lime Technologies 2 -0.180000 557.000000 -36.000000 -6.070000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Ambea 68 0.500000 2477.920000 -59.080000 -2.330000 2537.000032
Creades A 7 0.000000 551.250000 -59.750000 -9.780000 610.999998
Investor A 16 0.330000 3452.800000 -92.200000 -2.600000 3545.000000
Lundin Gold 7 -1.440000 865.200000 -108.800000 -11.170000 973.999999
Sedana Medical 135 -2.960000 4163.400000 -167.600000 -3.870000 4330.999935
New Wave B 40 -0.780000 3716.000000 -200.000000 -5.110000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 -0.840000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 47966.870000 -965.130000 -1.86136% 48931.999868

Updated:¶

'2023-06-16 11:02:18.013623'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶